From the start of the book, it is clear that Panem is not a pleasant place to live. The world has changed in drastic ways and the government keeps strict control over the population, using brutality and starvation to keep people from having rebellious thoughts. The Districts are fenced in, ostensibly to protect people from danger, but in reality to keep people from escaping to try living on their own.

...enclosing all of District 12 is a high chain-link fence topped with barbed-wire loops. In theory, it's supposed to be electrified... as a deterrent to the predators that live in the woods... since we're lucky to get two or three hours of electricity in the evenings, it's usually safe to touch.(Collins, The Hunger Games, Google Books)

Despite the stated intent of protection, the fence is not even electrified all day, making it less helpful in protecting the citizens from outside threats, and the citizens are unlikely to risk the barbed wire and the military forces to go over the fence. Meanwhile, the official government stance is that the people in the Districts are well-guarded and well-off compared to anyone still living outside. The need to corral and control inside a fence, however, demonstrates the government's distrust and disdain for its citizens.